Why would someone call a person a bigot?

today at work a couple of my coworkers called me a bigot. the reason why they called me that is because im a white women who dates black men. i didn't take offense to it at first when they first called me it bc i thought they were playing but than one of they kept on with calling me that word. i told her to stop but she kept on calling me it. i don't know what i should do, whether i should go to my supervisor or just go up to her and leave it at that.